IBA launches term risk-free rates
Forward-looking one-, three- and six-month Sonia rates to be based on Ice futures data
Libor administrator Ice Benchmark Administration is launching a portal to provide users with the first forward-looking term risk-free rates (RFRs), starting with the reformed Sonia rate in the UK.
The forward-looking term rates will initially be derived from Sonia futures contracts traded on Ice’s European exchange, and eventually from overnight indexed swap (OIS) data. The term rates will be
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